Anomalous diffusion as a stochastic component in the dynamics of complex processes

Serge F. Timashev, Yuriy S. Polyakov, Pavel I. Misurkin, and Sergey G. Lakeev
Phys. Rev. E 81, 041128 – Published 22 April 2010

Abstract

We propose an interpolation expression using the difference moment (Kolmogorov transient structural function) of the second order as the average characteristic of displacements for identifying the anomalous diffusion in complex processes when the stochastic (the term “stochastic” in this paper refers to random variability in the signals of complex systems characterized by nonlinear interactions, dissipation, and inertia) dynamics of the system under study reaches a steady state (large time intervals). Our procedure based on this expression for identifying anomalous diffusion and calculating its parameters in complex processes is applied to the analysis of the dynamics of blinking fluorescence of quantum dots, x-ray emission from accreting objects, fluid velocity in Rayleigh-Bénard convection, and geoelectrical signal for a seismic area. For all four examples, the proposed interpolation is able to adequately describe the stochastic part of the experimental difference moment, which implies that anomalous diffusion manifests itself in these complex processes. The results of this study make it possible to broaden the range of complex natural processes in which anomalous diffusion can be identified.

  • Figure
  • Figure
  • Figure
  • Figure
  • Figure
  • Figure
  • Figure
5 More
  • Received 21 October 2009

DOI:https://doi.org/10.1103/PhysRevE.81.041128

©2010 American Physical Society

Authors & Affiliations

Serge F. Timashev1,2, Yuriy S. Polyakov3, Pavel I. Misurkin4, and Sergey G. Lakeev2

  • 1Institute of Laser and Information Technologies, Russian Academy of Sciences, Troitsk, Pionerskaya Str. 2, Moscow Region 142190, Russia
  • 2Karpov Institute of Physical Chemistry, Ul. Vorontsovo pole 10, Moscow 103064, Russia
  • 3USPolyResearch, Ashland, Pennsylvania 17921, USA
  • 4Semenov Institute of Chemical Physics, Russian Academy of Sciences, Ul. Kosygina 4, Moscow 19991, Russia

Article Text (Subscription Required)

Click to Expand

References (Subscription Required)

Click to Expand
Issue

Vol. 81, Iss. 4 — April 2010

Reuse & Permissions
Access Options
Author publication services for translation and copyediting assistance advertisement

Authorization Required


×
×

Images

×

Sign up to receive regular email alerts from Physical Review E

Log In

Cancel
×

Search


Article Lookup

Paste a citation or DOI

Enter a citation
×